+228.2%
TER vs EME
+544.7%
-316.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -2.4% | +5.6% | +5.0% |
| 7D | +12.4% | +2.7% | +9.6% | +10.0% |
| 30D | +5.1% | -6.8% | +11.9% | +11.2% |
| 3M | +4.0% | -8.8% | +12.8% | +13.4% |
| 6M | +29.5% | +5.0% | +24.5% | +31.5% |
| YTD | +98.5% | +23.5% | +75.0% | +83.3% |
| 1Y | +234.1% | +21.3% | +212.8% | +206.8% |
| 3Y | +289.0% | +241.1% | +48.0% | +76.4% |
| 5Y | +228.2% | +549.2% | -321.0% | -12.3% |
| All | +228.2% | +544.7% | -316.6% | -12.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded EME wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling